+9,685.3%
RTX vs WST
+14,518.0%
-4,832.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.7% |
| 7D | -5.1% | -3.1% | -2.0% | -4.4% |
| 30D | +5.1% | +9.1% | -4.0% | +3.0% |
| 3M | -14.8% | +14.7% | -29.5% | -17.7% |
| 6M | +8.0% | +28.0% | -20.0% | +1.4% |
| YTD | +4.5% | +45.6% | -41.2% | -5.6% |
| 1Y | +9.8% | +45.7% | -35.8% | -0.9% |
| 3Y | +144.2% | +21.1% | +123.1% | +113.7% |
| 5Y | +131.4% | +0.3% | +131.1% | +106.8% |
| 10Y | +273.3% | +449.0% | -175.8% | +88.2% |
| All | +9,685.3% | +14,518.0% | -4,832.7% | +1,932.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling